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Module sparse_solve

Module sparse_solve 

Source
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Sparse linear system solvers (CG, BiCGSTAB, preconditioned CG). Iterative solvers for sparse linear systems Ax = b.

Provides Conjugate Gradient (CG) for symmetric positive-definite systems, BiCGSTAB for general non-symmetric systems, and a Jacobi (diagonal) preconditioner for accelerating convergence.

Structs§

JacobiPreconditioner
Jacobi (diagonal) preconditioner for sparse iterative solvers.
SparseSolveResult
Result of an iterative sparse solve.

Functions§

bicgstab
Solve Ax = b using BiCGSTAB (Bi-Conjugate Gradient Stabilized).
conjugate_gradient
Solve Ax = b using the Conjugate Gradient method.
preconditioned_cg
Solve Ax = b using the Preconditioned Conjugate Gradient method.